A Simple Identification Proof for a Mixture of Two Univariate Normal Distributions

Erik Meijer, Jelmer Yeb Ypma

ResearchPosted on rand.org 2008Published in: Journal of Classification, vol. 25, no. 1, June 2008, p. [113]-123

A simple proof of the identification of a mixture of two univariate normal distributions is given. The proof is based on the equivalence of local identification with positive definiteness of the information matrix and the equivalence of the latter to a condition on the score vector that is easily checked for this model. Two extensions using the same line of proof are also given.

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Document Details

  • Copyright: Springer-Verlag New York
  • Availability: Non-RAND
  • Year: 2008
  • Pages: 27
  • Document Number: EP-200806-21

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